It's not a matter of common sense. You can't predict that the DPF will regen and what happens if you're bailing? Or you're in the middle of high brush mowing? Things can go south very quickly. That's why they put a button there to cancel the regen process, however some people can miss it due to lack of knowledge.
The DPF does get temps above 1200F, so you can imagine how hot the gases at the exhaust will be. Just for the kicks, my dad's SUV was regenning one time and I grabbed a dry leaf and held it 4" away from the exhaust tip. That thing lit on fire almost instantaneously.
Mahindra claims that their tractors don't have regens, I guess this was a nice marketing move as people that don't quite understand the various emissions systems fell for it. However, they use a DOC, which is technically always regenerating/burning once it gets to the proper temperature. That's why it's very important with this system, not to idle too much and run high RPM, so it doesn't plug the DOC. One system is not better than the other and vice versa.